Comments (4)
在策略的Class里,创建一个类成员,比如self.lastOrder。
然后onOrder函数里,使用self.lastOrder = order缓存下来。
在onTick里就可以随意调用了。
from vnpy.
` # CTA委托类型映射
if self.lastOrder != None and self.lastOrder.direction == u'多' and self.lastOrder.offset == u'开仓':
self.orderType = u'买开'
elif self.lastOrder != None and self.lastOrder.direction == u'多' and self.lastOrder.offset == u'平仓':
self.orderType = u'买平'
elif self.lastOrder != None and self.lastOrder.direction == u'空' and self.lastOrder.offset == u'开仓':
self.orderType = u'卖开'
elif self.lastOrder != None and self.lastOrder.direction == u'空' and self.lastOrder.offset == u'平仓':
self.orderType = u'卖平'
if self.lastOrder != None and self.lastOrder.status == u'未成交':
self.cancelOrder(self.lastOrder.vtOrderID)
elif self.lastOrder != None and self.lastOrder.status == u'已撤销':
self.sendOrder(self.orderType, self.bar.close-10, 1)`
把代码放到onTick里面,极个别会出现不成交的撤销不了的情况,请看一下原因,谢谢
from vnpy.
撤销不了的委托,在OrderMonitor里面,显示的状态是什么?
from vnpy.
http://zhishui.oss-cn-hangzhou.aliyuncs.com/capture%20image.png
from vnpy.
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from vnpy.